The Lyapunov matrix equation. Matrix analysis from a computational perspective
Valeria Simoncini · arXiv (Cornell University) · 2015
Decay properties of the solution $X$ to the Lyapunov matrix equation $AX + X A^T = D$ are investigated. Their exploitation in the understanding of equation matrix properties, and in the development of new numerical solution strategies when $D$ is not low rank but possibly sparse is also briefly discussed.